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subject:"Schätzung"
type_genre:"Arbeitspapier"
~person:"Audrino, Francesco"
~subject:"ARCH-Modell"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Schätzung
ARCH-Modell
USA
Estimation theory
13
Schätztheorie
13
ARCH model
7
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7
Forecasting model
6
Prognoseverfahren
6
Estimation
4
Aktienmarkt
3
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3
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Dynamic programming
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Monte Carlo simulation
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1990-2003
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Audrino, Francesco
Gao, Jiti
24
Linton, Oliver
22
Kapetanios, George
18
Pesaran, M. Hashem
18
Cai, Zongwu
17
Marcellino, Massimiliano
17
Härdle, Wolfgang
14
Hafner, Christian M.
13
Lütkepohl, Helmut
12
Zakoïan, Jean-Michel
12
Hsu, Yu-Chin
11
Koopman, Siem Jan
10
Berg, Gerard J. van den
9
Francq, Christian
9
Hoderlein, Stefan
9
Kitagawa, Toru
9
Koop, Gary
9
Lechner, Michael
9
Nielsen, Morten Ørregaard
9
Weidner, Martin
9
Angrist, Joshua D.
8
Card, David E.
8
Diebold, Francis X.
8
Fang, Ying
8
Giraitis, Liudas
8
Huber, Florian
8
Lee, David S.
8
Pei, Zhuan
8
Rahbek, Anders
8
Schorfheide, Frank
8
Sentana, Enrique
8
Teräsvirta, Timo
8
Engle, Robert F.
7
Shephard, Neil G.
7
Weber, Andrea
7
Bailey, Natalia
6
Benati, Luca
6
Bonhomme, Stéphane
6
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
7
Working papers on finance
5
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ECONIS (ZBW)
12
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1
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
Saved in:
2
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
3
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003903350
Saved in:
4
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003676667
Saved in:
5
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674253
Saved in:
6
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
7
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
8
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
;
Trojani, Fabio
-
2007
-
Rev. version
Persistent link: https://www.econbiz.de/10003514621
Saved in:
9
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2007
Persistent link: https://www.econbiz.de/10003465238
Saved in:
10
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
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